Not all of them are region free. Lets say Modern Warfare 2 and 3 are region locked and RU keys are not working for NA or EU, the same goes for the other variants - NA are not working if you are in EU (and have EU IP). Red Orchestra 1 is region locked too. This can be easy bypassed though. You just have to contact some friend who lives in the country where the game is bought from and tell him to activate the game for you. (or you can use VPN and do it yourself, its really up to you). But the point is - some games using Steam are region locked.